Trading Metrics calculated at close of trading on 17-Aug-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
Open |
4,502.75 |
4,470.25 |
-32.50 |
-0.7% |
4,551.50 |
High |
4,515.50 |
4,485.00 |
-30.50 |
-0.7% |
4,594.25 |
Low |
4,466.00 |
4,425.00 |
-41.00 |
-0.9% |
4,508.50 |
Close |
4,468.50 |
4,432.50 |
-36.00 |
-0.8% |
4,530.00 |
Range |
49.50 |
60.00 |
10.50 |
21.2% |
85.75 |
ATR |
48.88 |
49.68 |
0.79 |
1.6% |
0.00 |
Volume |
3,237 |
4,971 |
1,734 |
53.6% |
18,909 |
|
Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,627.50 |
4,590.00 |
4,465.50 |
|
R3 |
4,567.50 |
4,530.00 |
4,449.00 |
|
R2 |
4,507.50 |
4,507.50 |
4,443.50 |
|
R1 |
4,470.00 |
4,470.00 |
4,438.00 |
4,458.75 |
PP |
4,447.50 |
4,447.50 |
4,447.50 |
4,442.00 |
S1 |
4,410.00 |
4,410.00 |
4,427.00 |
4,398.75 |
S2 |
4,387.50 |
4,387.50 |
4,421.50 |
|
S3 |
4,327.50 |
4,350.00 |
4,416.00 |
|
S4 |
4,267.50 |
4,290.00 |
4,399.50 |
|
|
Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,801.50 |
4,751.50 |
4,577.25 |
|
R3 |
4,715.75 |
4,665.75 |
4,553.50 |
|
R2 |
4,630.00 |
4,630.00 |
4,545.75 |
|
R1 |
4,580.00 |
4,580.00 |
4,537.75 |
4,562.00 |
PP |
4,544.25 |
4,544.25 |
4,544.25 |
4,535.25 |
S1 |
4,494.25 |
4,494.25 |
4,522.25 |
4,476.50 |
S2 |
4,458.50 |
4,458.50 |
4,514.25 |
|
S3 |
4,372.75 |
4,408.50 |
4,506.50 |
|
S4 |
4,287.00 |
4,322.75 |
4,482.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,567.00 |
4,425.00 |
142.00 |
3.2% |
51.75 |
1.2% |
5% |
False |
True |
2,876 |
10 |
4,611.00 |
4,425.00 |
186.00 |
4.2% |
55.50 |
1.3% |
4% |
False |
True |
3,954 |
20 |
4,685.50 |
4,425.00 |
260.50 |
5.9% |
49.00 |
1.1% |
3% |
False |
True |
3,606 |
40 |
4,685.50 |
4,414.50 |
271.00 |
6.1% |
44.00 |
1.0% |
7% |
False |
False |
2,652 |
60 |
4,685.50 |
4,194.75 |
490.75 |
11.1% |
45.50 |
1.0% |
48% |
False |
False |
2,167 |
80 |
4,685.50 |
4,131.00 |
554.50 |
12.5% |
46.00 |
1.0% |
54% |
False |
False |
1,703 |
100 |
4,685.50 |
4,049.00 |
636.50 |
14.4% |
43.75 |
1.0% |
60% |
False |
False |
1,387 |
120 |
4,685.50 |
3,916.00 |
769.50 |
17.4% |
46.00 |
1.0% |
67% |
False |
False |
1,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,740.00 |
2.618 |
4,642.00 |
1.618 |
4,582.00 |
1.000 |
4,545.00 |
0.618 |
4,522.00 |
HIGH |
4,485.00 |
0.618 |
4,462.00 |
0.500 |
4,455.00 |
0.382 |
4,448.00 |
LOW |
4,425.00 |
0.618 |
4,388.00 |
1.000 |
4,365.00 |
1.618 |
4,328.00 |
2.618 |
4,268.00 |
4.250 |
4,170.00 |
|
|
Fisher Pivots for day following 17-Aug-2023 |
Pivot |
1 day |
3 day |
R1 |
4,455.00 |
4,496.00 |
PP |
4,447.50 |
4,474.75 |
S1 |
4,440.00 |
4,453.75 |
|